Supporting vectors vs. principal components

Abstract

Let $ T:X\to Y $ be a bounded linear operator between Banach spaces $ X, Y $. A vector $ x_0\in {\mathsf{S}}_X $ in the unit sphere $ {\mathsf{S}}_X $ of $ X $ is called a supporting vector of $ T $ provided that $ \|T(x_0)\| = \sup\{\|T(x)\|:\|x\| = 1\} = \|T\| $. Since matrices induce linear operators between finite-dimensional Hilbert spaces, we can consider their supporting vectors. In this manuscript, we unveil the relationship between the principal components of a matrix and its supporting vectors. Applications of our results to real-life problems are provided.

Keywords

• bounded linear operator
• hilbert space
• mean operator
• principal components
• supporting vector